Geodesic
Finite difference method for numerical solution to a boundary value problem for a mixed difference differential equation
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 3 (2000) no. 4, pp. 345-355
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A boundary value problem for a mixed linear difference differential equation in a bounded rectangular domain is considered. A difference scheme for the problem is constructed. Stability, existence, and uniqueness of the solution of arising system of difference equations is proved. Weak convergence of approximations to the generalized solution of the considered boundary value problem is also proved. 
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A. V. Kopylov. Finite difference method for numerical solution to a boundary value problem for a mixed difference differential equation. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 3 (2000) no. 4, pp. 345-355. http://geodesic.mathdoc.fr/item/SJVM_2000_3_4_a5/

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